In FDM Outbox folder contain the log files (*.err) that are created when source files are imported.
The logs file should contain the data lines that FDM did not import and an explanation of whey each line was not imported.
But in my log file only contains the first error line, when I correct the line that was wrong and run the process again,
appears the next member that doesn't exist.
I would like to appear the first time all members declined by hyperion planning in my log file.

This is because when you use the FDM standard load i.e. the API load in the Action script it does not log all errors (enhancement required). The simplest way to get what you want is the enable the load string setting and use a load rule to load the data rather than using the API load. When you use a load rule your error file will contain all errors associated witht he load.